-29.4%
STZ vs RCAT
+46.9%
-76.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +18.6% | -20.4% | -2.0% |
| 7D | +4.9% | -12.7% | +17.6% | +5.0% |
| 30D | +20.9% | -34.3% | +55.2% | +21.4% |
| 3M | +8.0% | -53.4% | +61.4% | +8.9% |
| 6M | -5.3% | -62.0% | +56.7% | -4.5% |
| YTD | +5.9% | -49.1% | +55.0% | +5.6% |
| 1Y | +14.2% | -53.1% | +67.3% | +14.0% |
| 3Y | -37.0% | +318.7% | -355.6% | -40.6% |
| All | -29.4% | +46.9% | -76.3% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RCAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling